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Bandi, F.M. ; Renò, R. Time-varying leverage effects. 2012 J. Econometrics. 169 94-113
Yu, J. A semiparametric stochastic volatility model. 2012 J. Econometrics. 167 473-482
Yu, J. On leverage in a stochastic volatility model. 2005 J. Econometrics. 127 165-178
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